I have the Galco ankle holster for my PM9. Works great. Did use an Uncle Mikes and a G27 before that. That would be ok for a very occasional type thing, but I wouldn't want to go back to doing it regularly. G27 is just a bit heavy and tends to need regular adjustments, at least in my experience. YMMV.

Been wearing an Uncle Mikes sidekick ankle holster with a P9 for 10 years now. No problems at all with retention. It's been a part of me for so long that I don't even know its there, and when I went on a cruise I felt like I was missing something and noticed the lack of holster/gun every waking hour.